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Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

Numerical Analysis · Mathematics 2021-02-03 Zichang He , Zheng Zhang

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Fabrication process variations can significantly influence the performance and yield of nano-scale electronic and photonic circuits. Stochastic spectral methods have achieved great success in quantifying the impact of process variations,…

Machine Learning · Statistics 2021-06-29 Zichang He , Zheng Zhang

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov…

Data Analysis, Statistics and Probability · Physics 2013-12-25 AbdoulAhad Validi

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

This paper proposes new ANOVA-based approximations of functions and emulators of high-dimensional models using either available derivatives or local stochastic evaluations of such models. Our approach makes use of sensitivity indices to…

Statistics Theory · Mathematics 2025-03-18 Matieyendou Lamboni

High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…

Accelerator Physics · Physics 2020-04-15 Auralee Edelen , Nicole Neveu , Yannick Huber , Mattias Frey , Christopher Mayes , Andreas Adelmann

In this paper we present a novel analysis of variance Gaussian process (ANOVA-GP) emulator for models governed by partial differential equations (PDEs) with high-dimensional random inputs. Gaussian process (GP) is a widely used surrogate…

Computational Engineering, Finance, and Science · Computer Science 2020-05-14 Chen Chen , Qifeng Liao

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

Simulating the transient effects occurring in superconducting accelerator magnet circuits requires including the mutual electro-thermo-dynamic interaction among the circuit elements, such as power converters, magnets, and protection…

Neural networks are a commonly used approach to replace physical models with computationally cheap surrogates. Parametric uncertainty quantification can be included in training, assuming that an accurate prior distribution of the model…

Machine Learning · Computer Science 2026-03-12 Heikki Haario , Zhi-Song Liu , Martin Simon , Hendrik Weichel

Finding a reduction of complex, high-dimensional dynamics to its essential, low-dimensional "heart" remains a challenging yet necessary prerequisite for designing efficient numerical approaches. Machine learning methods have the potential…

Dynamical Systems · Mathematics 2022-06-15 Przemyslaw Zielinski , Jan S. Hesthaven

Noisy quantum simulation is challenging since one has to take into account the stochastic nature of the process. The dominating method for it is the density matrix approach. In this paper, we evaluate conditions for which this method is…

Quantum Physics · Physics 2022-10-31 William Berquist , Danylo Lykov , Minzhao Liu , Yuri Alexeev

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Quantum circuit simulation is a challenging computational problem crucial for quantum computing research and development. The predominant approaches in this area center on tensor networks, prized for their better concurrency and less…

Understanding the effects of noise on quantum computations is fundamental to the development of quantum hardware and quantum algorithms. Simulation tools are essential for quantitatively modelling these effects, yet unless artificial…

Quantum Physics · Physics 2025-10-07 Anthony P. Thompson , Arie Soeteman , Chris Cade , Ido Niesen

Learning data representations under uncertainty is an important task that emerges in numerous scientific computing and data analysis applications. However, uncertainty quantification techniques are computationally intensive and become…

Machine Learning · Computer Science 2025-08-06 Paz Fink Shustin , Shashanka Ubaru , Małgorzata J. Zimoń , Songtao Lu , Vasileios Kalantzis , Lior Horesh , Haim Avron
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